CME Canadian Dollar Future December 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 0.9135 0.9136 0.0001 0.0% 0.9140
High 0.9140 0.9165 0.0025 0.3% 0.9140
Low 0.9118 0.9136 0.0018 0.2% 0.9085
Close 0.9125 0.9159 0.0034 0.4% 0.9107
Range 0.0022 0.0029 0.0007 31.8% 0.0055
ATR 0.0030 0.0031 0.0001 2.3% 0.0000
Volume 392 237 -155 -39.5% 377
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9240 0.9229 0.9175
R3 0.9211 0.9200 0.9167
R2 0.9182 0.9182 0.9164
R1 0.9171 0.9171 0.9162 0.9177
PP 0.9153 0.9153 0.9153 0.9156
S1 0.9142 0.9142 0.9156 0.9148
S2 0.9124 0.9124 0.9154
S3 0.9095 0.9113 0.9151
S4 0.9066 0.9084 0.9143
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 0.9276 0.9246 0.9137
R3 0.9221 0.9191 0.9122
R2 0.9166 0.9166 0.9117
R1 0.9136 0.9136 0.9112 0.9124
PP 0.9111 0.9111 0.9111 0.9104
S1 0.9081 0.9081 0.9102 0.9069
S2 0.9056 0.9056 0.9097
S3 0.9001 0.9026 0.9092
S4 0.8946 0.8971 0.9077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9165 0.9085 0.0080 0.9% 0.0024 0.3% 93% True False 173
10 0.9195 0.9085 0.0110 1.2% 0.0026 0.3% 67% False False 147
20 0.9195 0.9085 0.0110 1.2% 0.0023 0.3% 67% False False 119
40 0.9195 0.8999 0.0196 2.1% 0.0023 0.2% 82% False False 89
60 0.9195 0.8831 0.0364 4.0% 0.0028 0.3% 90% False False 77
80 0.9195 0.8831 0.0364 4.0% 0.0030 0.3% 90% False False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9288
2.618 0.9241
1.618 0.9212
1.000 0.9194
0.618 0.9183
HIGH 0.9165
0.618 0.9154
0.500 0.9151
0.382 0.9147
LOW 0.9136
0.618 0.9118
1.000 0.9107
1.618 0.9089
2.618 0.9060
4.250 0.9013
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 0.9156 0.9151
PP 0.9153 0.9144
S1 0.9151 0.9136

These figures are updated between 7pm and 10pm EST after a trading day.

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